As developers, our first instinct for AI is the cloud. It's scalable and secure, but what about rapid prototyping, offline development, data privacy, or experimenting with different open-source models? This is where running things on your own machine offers a huge advantage. This session provides a technical comparison of the trade-offs between Azure AI Foundry and Foundry Local. It explores the practical differences in cost, privacy, and performance, and contrasts the choice between Azure's curated model catalog and the many available open-source options. Through live demonstrations of switching environments and using AI agents, you'll see how to structure your applications to move between cloud and local, giving you a straightforward strategy for making better-informed decisions for your Azure projects.